Related papers: Sharp Lower Bounds for Dyadic Square Functions of …

We show that if an operator T is bounded on weighted Lebesgue space L^2(w) and obeys a linear bound with respect to the A_2 constant of the weight, then its commutator [b,T] with a function b in BMO will obey a quadratic bound with respect…

The Garman-Klass unbiased estimator of the variance per unit time of a zero-drift Brownian Motion B, based on the usual financial data that reports for time windows of equal length the open (OPEN), minimum (MIN), maximum (MAX) and close…

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

We use high-low frequency methods developed in the context of decoupling to prove sharp (up to $C_\epsilon R^\epsilon$) square function estimates for the moment curve $(t,t^2,\ldots,t^n)$ in $\mathbb{R}^n$. Our inductive scheme incorporates…

Gradient optimization algorithms using epochs, that is those based on stochastic gradient descent without replacement (SGDo), are predominantly used to train machine learning models in practice. However, the mathematical theory of SGDo and…

We investigate the H\"older regularity of the function $T$ of the probability of tending to one minimal set, the partial derivatives of $T$ with respect to the probability parameters, which can be regarded as complex analogues of the Takagi…

We use an old elementary arithmetic argument to find new upper and lower bounds for Sylvester's denumerant function. These bounds are tight enough to get the asymptotic behavior of the denumerant.

The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…

We give upper bounds for the Poincar\'e and Logarithmic Sobolev constants for doubly weighted Brownian motion on manifolds with sticky reflecting boundary diffusion under curvature assumptions on the manifold and its boundary. We therefor…

For a parameterized hyperbolic system $\frac{du}{dt}=f(u,s)$ the derivative of the ergodic average $\langle J \rangle = \lim_{T \to \infty}\frac{1}{T}\int_0^T J(u(t),s)$ to the parameter $s$ can be computed via the Least Squares Shadowing…

We obtain lower bounds of the correct order of magnitude for the 2k-th moment of the Riemann zeta function for all k > 1. Previously such lower bounds were known only for rational values of k, with the bounds depending on the height of the…

In this note, we investigate the sharpness of existing bounds for various types of bi-parameter paraproducts acting between product Hardy spaces in the dyadic setting. We show that these bounds are sharp in most cases but fail to be so in…

We derive a dyadic model operator for the Riesz vector. We show linear lower $L^p$ bounds for $1 < p < \infty$ between this model operator and the Riesz vector, when applied to functions with values in Banach spaces. By a lower bound we…

We prove sharp estimates for Fourier transforms of indicator functions of bounded open sets in ${\mathbb R}^n$ with real analytic boundary, as well as nontrivial lattice point discrepancy results. Both will be derived from estimates on…

A Bernstein-type inequality in the standard Hardy space H^{2} of the unit disc \mathbb{D}=\{z\in\mathbb{C}:\,|z|<1\}, for rational functions in \mathbb{D} having at most n poles all outside of \frac{1}{r}\mathbb{D}, 0

A subordinate Brownian motion $X$ is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent $\phi$ of the corresponding subordinator…

It was previously shown by Davis and Drusvyatskiy that every Clarke critical point of a generic, semialgebraic (and more generally definable in an o-minimal structure), weakly convex function is lying on an active manifold and is either a…

In this paper we study weak solutions for the following type of stochastic differential equation \[ dX_{t}=dW_{t}+b(t, X_{t})dt, \quad t\ge s, \quad X_{s}=x, \] where $b: [0,\infty) \times \mathbb{R}^{d} \to \mathbb{R}^{d}$ is a measurable…

We study properties for the sharp upper bound for integral quantities related to the Bellman function of three integral variables of the dyadic maximal operator, that is determined in [11].

For any Calder\'on-Zygmund operator $ T$, any weight $ w$, and $ \alpha >1$, the operator $ T$ is bounded as a map from $ L ^{1} (M _{ L \log\log L (\log\log\log L) ^{\alpha } } w )$ into weak-$L^1(w)$. The interest in questions of this…